Can't seem to make a bootable USB for mac (Hackinstosh)

I have Lenovo Ideapad 320 and I wanted to dual boot (or even install macOS on HDD). So, I followed some tutorials online and I can't seem to be able to make a bootable USB for macOS.

I'm on windows 10, I have macOS image, I even have a .dmg image of a backup of OS X I made from my macOS installation in my VM.

I've followed this tutorial to make the bootable USB and have followed all the steps. Now, as soon as I write that .dmg image to my Pen Drive via Transmac, I can't open my Pen Drive on my system. As soon as I try to browse it, I get a message saying "You need to format this disk before using".

So, I tried to boot via this USB anyway. By default, I have my windows installed in UEFI mode and I tried to boot via USB with default BIOS settings. I got this error : https://i.imgur.com/VVtrpJ2.png

After I receive this error/warning message, It reboots my laptop after a few seconds. So, I tried to disable the UEFI mode and went to Legacy support, and then I got a new option to disable the safe boot mode. I disabled it and tried to boot. Now, my USB won't even show up in boot menu. I tried enabling the safe boot, same result.

So, as long as I've enabled UEFI mode, I can see my Pen Drive in boot menu. I think there's some issue with bootable pen drive. Maybe something isn't properly being done. Any ideas?